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IWD vs. IUSV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

IWD vs. IUSV

Last updated Apr 1, 2026

Compare and contrast key facts about iShares Russell 1000 Value ETF (IWD) and iShares Core S&P U.S. Value ETF (IUSV).

IWD and IUSV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IWD is a passively managed fund by iShares that tracks the performance of the Russell 1000 Value Index. It was launched on May 22, 2000. IUSV is a passively managed fund by iShares that tracks the performance of the S&P 900 Value Index. It was launched on Jul 24, 2000. Both IWD and IUSV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

IWD vs. IUSV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 1000 Value ETF (IWD) and iShares Core S&P U.S. Value ETF (IUSV). The values are adjusted to include any dividend payments, if applicable.

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IWD vs. IUSV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IWD
iShares Russell 1000 Value ETF		1.97%15.68%14.17%11.34%-7.75%24.95%2.73%26.12%-8.45%13.45%
IUSV
iShares Core S&P U.S. Value ETF		0.10%12.85%12.18%21.73%-5.40%25.22%1.56%31.47%-9.21%15.09%

Returns By Period

In the year-to-date period, IWD achieves a 1.97% return, which is significantly higher than IUSV's 0.10% return. Over the past 10 years, IWD has underperformed IUSV with an annualized return of 10.33%, while IUSV has yielded a comparatively higher 11.59% annualized return.

IWD

1D
2.03%
1M
-4.89%
YTD
1.97%
6M
5.86%
1Y
15.56%
3Y*
14.10%
5Y*
9.01%
10Y*
10.33%

IUSV

1D
1.77%
1M
-4.59%
YTD
0.10%
6M
3.24%
1Y
12.87%
3Y*
13.69%
5Y*
10.25%
10Y*
11.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Russell 1000 Value ETF

iShares Core S&P U.S. Value ETF

Often compared with IWD:
IWD vs. IWFIWD vs. VTVIWD vs. IWBIWD vs. QQQIWD vs. VONVIWD vs. IWVIWD vs. IWR
Often compared with IUSV:
IUSV vs. IUSGIUSV vs. VTVIUSV vs. SCHDIUSV vs. SPYIUSV vs. VOOIUSV vs. VLUEIUSV vs. DGRO

IWD vs. IUSV - Expense Ratio Comparison

IWD has a 0.18% expense ratio, which is higher than IUSV's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

IWD
iShares Russell 1000 Value ETF
IUSV
iShares Core S&P U.S. Value ETF

Return for Risk

IWD vs. IUSV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IWD
IWD Risk / Return Rank: 6262
Overall Rank
IWD Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
IWD Sortino Ratio Rank: 6060
Sortino Ratio Rank
IWD Omega Ratio Rank: 6262
Omega Ratio Rank
IWD Calmar Ratio Rank: 6161
Calmar Ratio Rank
IWD Martin Ratio Rank: 7070
Martin Ratio Rank
IUSV
IUSV Risk / Return Rank: 5151
Overall Rank
IUSV Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
IUSV Sortino Ratio Rank: 4949
Sortino Ratio Rank
IUSV Omega Ratio Rank: 5252
Omega Ratio Rank
IUSV Calmar Ratio Rank: 4949
Calmar Ratio Rank
IUSV Martin Ratio Rank: 5959
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IWD vs. IUSV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 Value ETF (IWD) and iShares Core S&P U.S. Value ETF (IUSV). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

IWDIUSVDifference

Sharpe ratio

Return per unit of total volatility

0.99

0.82

+0.17

Sortino ratio

Return per unit of downside risk

1.45

1.24

+0.20

Omega ratio

Gain probability vs. loss probability

1.22

1.19

+0.03

Calmar ratio

Return relative to maximum drawdown

1.42

1.15

+0.27

Martin ratio

Return relative to average drawdown

6.68

5.37

+1.31

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IWD vs. IUSV - Sharpe Ratio Comparison

The current IWD Sharpe Ratio is 0.99, which is comparable to the IUSV Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of IWD and IUSV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

IWDIUSVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

0.82

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.71

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.68

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.59

-0.19

Correlation

The correlation between IWD and IUSV is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

IWD vs. IUSV - Dividend Comparison

IWD's dividend yield for the trailing twelve months is around 1.67%, less than IUSV's 1.81% yield.

TTM20252024202320222021202020192018201720162015
IWD
iShares Russell 1000 Value ETF		1.67%1.69%1.87%2.02%2.15%1.62%2.05%2.45%2.71%2.09%2.25%2.47%
IUSV
iShares Core S&P U.S. Value ETF		1.81%1.78%2.15%1.75%2.22%1.87%2.40%2.19%2.67%1.93%4.44%7.63%

Drawdowns

IWD vs. IUSV - Drawdown Comparison

The maximum IWD drawdown since its inception was -60.10%, which is greater than IUSV's maximum drawdown of -56.88%. Use the drawdown chart below to compare losses from any high point for IWD and IUSV.

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Drawdown Indicators

IWDIUSVDifference

Max Drawdown

Largest peak-to-trough decline

-60.10%

-56.88%

-3.22%

Max Drawdown (1Y)

Largest decline over 1 year

-11.80%

-12.13%

+0.33%

Max Drawdown (5Y)

Largest decline over 5 years

-19.04%

-17.95%

-1.09%

Max Drawdown (10Y)

Largest decline over 10 years

-38.51%

-37.54%

-0.97%

Current Drawdown

Current decline from peak

-4.89%

-4.64%

-0.25%

Average Drawdown

Average peak-to-trough decline

-8.71%

-6.33%

-2.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

2.60%

-0.10%

Volatility

IWD vs. IUSV - Volatility Comparison

iShares Russell 1000 Value ETF (IWD) has a higher volatility of 4.33% compared to iShares Core S&P U.S. Value ETF (IUSV) at 3.92%. This indicates that IWD's price experiences larger fluctuations and is considered to be riskier than IUSV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IWDIUSVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

3.92%

+0.41%

Volatility (6M)

Calculated over the trailing 6-month period

8.26%

7.79%

+0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

15.76%

15.70%

+0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.80%

14.60%

+0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.28%

17.09%

+0.19%